This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
- ISBN13 9781860947018
- Publish Date 11 August 2006
- Publish Status Active
- Publish Country GB
- Imprint Imperial College Press
- Format Hardcover
- Pages 428
- Language English
- URL https://worldscientific.com/worldscibooks/10.1142/p473